I'd say that's the point, really... at least, if you're going to write a villain, you have to understand that villain... so they have to make sense to you. Very few people in history ever saw themselves as evil, chose to be such because it was evil (or evil was more fun)... they had understandable, even if skewed, motivation for what they did... or they were complete sociopaths, in which case their psychology can be understood, though the convolutions are a bit bewildering at times, and being in their heads you're very aware they're mentally unbalanced.
So I'd say the point about Rickman is a good clue... a truly good villain must have layers, just as any other good character, if they are to have much in the way of "onstage" time. If their presence is felt rather than seen, then such isn't always necessary (say, the presence of Dracula, which permeates the novel, where he is actually physically present very little, or Sauron in LotR, where it is the feeling of the threat rather than his actual presence that works -- and incidentally, Sauron does have a bit more to him than surface... it's just that it's very lightly touched in rather than stated...).
